A portfolio with a beta of 0.8 earned a return of 13 percent when the risk-free rate was 6 percent and the market returned 9 percent. The portfolio's Treynor measure is closest to:
A) 1.8.
B) 3.8.
C) 5.0.
D) 8.8.

Question

Quizplus · Accepted Answer

The Answer of A portfolio with a beta of 0.8 earned a return of 13 percent when the risk-free rate was 6 percent and the market returned 9 percent. The portfolio's Treynor measure is closest to:
A) 1.8.
B) 3.8.
C) 5.0.
D) 8.8.

A Portfolio with a Beta of 0